Abstract
The paper deals with fast solving of large saddle-point systems arising in wavelet-Galerkin discretizations of separable elliptic PDEs. The periodized orthonormal compactly supported wavelets of the tensor product type together with the fictitious domain method are used. A special structure of matrices makes it possible to utilize the fast Fourier transform that determines the complexity of the algorithm. Numerical experiments confirm theoretical results.
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This work was supported by grant HPRNT-CT-2002-00286 and MSM 272400019.
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Kucera, R. Complexity of an algorithm for solving saddle-point systems with singular blocks arising in wavelet-Galerkin discretizations. Appl Math 50, 291–308 (2005). https://doi.org/10.1007/s10492-005-0018-y
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DOI: https://doi.org/10.1007/s10492-005-0018-y